Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1,01% | 1,78 CHF | 1,79 CHF | 58 000 | 58 000 | 26 197 | 26 197 | 46 505 CHF | 46 904 CHF | 99,05% | 99,05% |
19/11/2024 | 1,02% | 1,77 CHF | 1,78 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 46 466 CHF | 46 866 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 1,84 CHF | 1,85 CHF | 57 000 | 57 000 | 25 888 | 25 888 | 48 088 CHF | 48 481 CHF | 99,87% | 99,87% |
15/11/2024 | 0,99% | 1,87 CHF | 1,88 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 47 586 CHF | 47 984 CHF | 99,72% | 99,72% |
14/11/2024 | 0,94% | 1,90 CHF | 1,91 CHF | 57 000 | 57 000 | 25 377 | 25 377 | 48 633 CHF | 49 016 CHF | 98,49% | 98,49% |
13/11/2024 | 0,96% | 1,95 CHF | 1,96 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 48 891 CHF | 49 283 CHF | 100,00% | 100,00% |
12/11/2024 | 0,92% | 1,88 CHF | 1,89 CHF | 57 000 | 57 000 | 25 591 | 25 591 | 49 258 CHF | 49 646 CHF | 99,88% | 99,88% |
11/11/2024 | 0,96% | 1,93 CHF | 1,94 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 48 922 CHF | 49 312 CHF | 99,76% | 99,76% |
08/11/2024 | 1,01% | 1,86 CHF | 1,87 CHF | 58 000 | 58 000 | 26 552 | 26 552 | 47 542 CHF | 47 945 CHF | 98,52% | 98,52% |
07/11/2024 | 0,96% | 1,79 CHF | 1,80 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 48 709 CHF | 49 108 CHF | 100,00% | 100,00% |